When you say WG pops up, what message box runs. Is it the window that says a forbidden file has been blocked or the bigger main window with the red alerts, etc. that says something suspicious.

Because, if it's the normal blocked file execution window, then check in the Blocked-List Editor's listings and see if you have VBS listed as in my pic. If so, delete it [being aware any VBS can then run] and that will stop the alerting.

If its the bigger Warning alerting window with a subwindow inside [like a browser] then post a screenie, as it may be telling you a double extension, extra spacing, suspicious string is being run, etc. etc.

Also there is an allowed list, look at the main window. Put the file in there and see if it allows it to run.